This happened to me when I transferred to Schwab. Surprisingly it was Schwab the one that eased my mind. I called them and they put me through the cost basis department which told me that RH basically has to prepare the cost basis manaually and pass it to them/ They told me that it had been taking a while but that they were indeed receiving the Cost Basis for other customers.

So I just had to wait. Of course this sucks because it blocks you from selling, but it will eventually show up.